Jan 7, 20221 min readForward Swap Matrix Enhancement | Weekly Release 1/7/22 Added support for IMM Annual Money Market, IMM Semi-Annual Bond, & IMM Quarterly Money Market as the IMMAM, IMMSB, and IMMQM, respectivelyTraders can enter IMMAM, IMMSB & IMMQM formats followed by [HMUZ#x#] in the Forward Swap Matrix sheet.
Added support for IMM Annual Money Market, IMM Semi-Annual Bond, & IMM Quarterly Money Market as the IMMAM, IMMSB, and IMMQM, respectivelyTraders can enter IMMAM, IMMSB & IMMQM formats followed by [HMUZ#x#] in the Forward Swap Matrix sheet.